Getting security error when I try to download with IE7

[teamangle03]

Everytime I try to download anything, I get "Your current Security Settings do not allow this file to be downloaded". I have went to Internet Options and set everything to the lowest settings and still have the same problem.  Even turned off firewall for a time and still have the same problems.

I'm at my wit's end.  Any help would be appreciated

[elangorajm]

Open IE then goto Tools =>Internet Options=>Advanced Tab=>Restore Defaults

In Which platform you are working?

[teamangle03]

I'm using Windows XP

[patio]

Which firewall might this be ? ?

[teamangle03]

Windows Firewall